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CRPT vs. BKCH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CRPT and BKCH is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

CRPT vs. BKCH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust SkyBridge Crypto Industry & Digital Economy ETF (CRPT) and Global X Blockchain ETF (BKCH). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%AugustSeptemberOctoberNovemberDecember2025
27.15%
9.18%
CRPT
BKCH

Key characteristics

Sharpe Ratio

CRPT:

2.10

BKCH:

1.15

Sortino Ratio

CRPT:

2.79

BKCH:

2.00

Omega Ratio

CRPT:

1.30

BKCH:

1.22

Calmar Ratio

CRPT:

2.35

BKCH:

1.16

Martin Ratio

CRPT:

10.41

BKCH:

4.79

Ulcer Index

CRPT:

16.89%

BKCH:

18.96%

Daily Std Dev

CRPT:

83.74%

BKCH:

78.89%

Max Drawdown

CRPT:

-88.34%

BKCH:

-91.80%

Current Drawdown

CRPT:

-23.24%

BKCH:

-55.56%

Returns By Period

In the year-to-date period, CRPT achieves a 19.64% return, which is significantly higher than BKCH's 17.84% return.


CRPT

YTD

19.64%

1M

3.95%

6M

27.15%

1Y

189.31%

5Y*

N/A

10Y*

N/A

BKCH

YTD

17.84%

1M

1.81%

6M

9.18%

1Y

102.24%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CRPT vs. BKCH - Expense Ratio Comparison

CRPT has a 0.85% expense ratio, which is higher than BKCH's 0.50% expense ratio.


CRPT
First Trust SkyBridge Crypto Industry & Digital Economy ETF
Expense ratio chart for CRPT: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for BKCH: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

CRPT vs. BKCH — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CRPT
The Risk-Adjusted Performance Rank of CRPT is 7575
Overall Rank
The Sharpe Ratio Rank of CRPT is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of CRPT is 7979
Sortino Ratio Rank
The Omega Ratio Rank of CRPT is 6868
Omega Ratio Rank
The Calmar Ratio Rank of CRPT is 7070
Calmar Ratio Rank
The Martin Ratio Rank of CRPT is 7676
Martin Ratio Rank

BKCH
The Risk-Adjusted Performance Rank of BKCH is 5050
Overall Rank
The Sharpe Ratio Rank of BKCH is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of BKCH is 5757
Sortino Ratio Rank
The Omega Ratio Rank of BKCH is 4949
Omega Ratio Rank
The Calmar Ratio Rank of BKCH is 4747
Calmar Ratio Rank
The Martin Ratio Rank of BKCH is 4747
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CRPT vs. BKCH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust SkyBridge Crypto Industry & Digital Economy ETF (CRPT) and Global X Blockchain ETF (BKCH). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for CRPT, currently valued at 2.10, compared to the broader market0.002.004.002.101.15
The chart of Sortino ratio for CRPT, currently valued at 2.79, compared to the broader market-2.000.002.004.006.008.0010.0012.002.792.00
The chart of Omega ratio for CRPT, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.001.301.22
The chart of Calmar ratio for CRPT, currently valued at 2.35, compared to the broader market0.005.0010.0015.002.351.16
The chart of Martin ratio for CRPT, currently valued at 10.41, compared to the broader market0.0020.0040.0060.0080.00100.0010.414.79
CRPT
BKCH

The current CRPT Sharpe Ratio is 2.10, which is higher than the BKCH Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of CRPT and BKCH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
2.10
1.15
CRPT
BKCH

Dividends

CRPT vs. BKCH - Dividend Comparison

CRPT's dividend yield for the trailing twelve months is around 1.54%, less than BKCH's 6.46% yield.


TTM2024202320222021
CRPT
First Trust SkyBridge Crypto Industry & Digital Economy ETF
1.54%1.84%0.00%0.03%1.16%
BKCH
Global X Blockchain ETF
6.46%7.61%2.33%1.30%4.28%

Drawdowns

CRPT vs. BKCH - Drawdown Comparison

The maximum CRPT drawdown since its inception was -88.34%, roughly equal to the maximum BKCH drawdown of -91.80%. Use the drawdown chart below to compare losses from any high point for CRPT and BKCH. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%AugustSeptemberOctoberNovemberDecember2025
-23.24%
-55.56%
CRPT
BKCH

Volatility

CRPT vs. BKCH - Volatility Comparison

First Trust SkyBridge Crypto Industry & Digital Economy ETF (CRPT) and Global X Blockchain ETF (BKCH) have volatilities of 22.05% and 22.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


15.00%20.00%25.00%30.00%AugustSeptemberOctoberNovemberDecember2025
22.05%
22.83%
CRPT
BKCH
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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